Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 146241.6102 | 283411.658 | -137170.0478 | -97021.8299 | 29039.2902 | -126061.1201 |
Total P&L (%) | 146.2416 | 283.4117 | -137.17 | -97.0218 | 29.0393 | -126.0611 |
Avg Daily Profit (%) | 0.0791 | 0.1534 | -0.0742 | -0.19 | 0.0138 | 0 |
Buy And Hold Return (%) | 72.5032 | 72.5032 | 72.5032 | 72.5032 | 72.5032 | 72.5032 |
Max Trade Drawdown | -221297 | -58602 | -265249 | -88308 | -16490 | -79141 |
Profit Factor | 1.2241 | 2.8668 | 0.7261 | 0.5118 | 2.0698 | 0.2653 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 34 | 20 | 14 | 32 | 18 | 14 |
Losing Trades | 28 | 11 | 17 | 30 | 13 | 17 |
Profitability (%) | 54.8387 | 64.5161 | 45.1613 | 51.6129 | 58.0645 | 45.1613 |
Ratio Avg Win / Avg Loss | 1.0081 | 1.5768 | 0.8817 | 0.4798 | 1.4948 | 0.3222 |
Largest Winning Trade | 82332 | 82332 | 60926 | 33721 | 28084 | 33721 |
Largest Losing Trade | -176674 | -58602 | -176674 | -86081 | -16490 | -86081 |
Avg Bars in Trades | 50 | 23 | 76 | 50 | 23 | 76 |
Avg Bars in Winners | 64 | 22 | 124 | 69 | 24 | 127 |
Avg Bars in Losers | 33 | 27 | 37 | 30 | 23 | 35 |
Bars Traded | 3123 | 739 | 2384 | 3123 | 739 | 2384 |
Profit Streak | 223.2512 | 223.2512 | 493.7512 | 223.2512 | 223.2512 | 493.7512 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -251347 | 471709 | -581739 | -738094 | -335489 | -581739 |
{ "trading_pair": "EGLD_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3696, "evaluation_days": 1848, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1605528000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758909705341, "expiration_time": 1763505216000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 73, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 150, "offset": 0 } } }
{ "columns": [ "SB", "SL", "SS", "CB", "CL", "CS" ], "index": [ "Total P&L", "Total P&L (%)", "Avg Daily Profit (%)", "Buy And Hold Return (%)", "Max Trade Drawdown", "Profit Factor", "Total Trades", "Winning Trades", "Losing Trades", "Profitability (%)", "Ratio Avg Win / Avg Loss", "Largest Winning Trade", "Largest Losing Trade", "Avg Bars in Trades", "Avg Bars in Winners", "Avg Bars in Losers", "Bars Traded", "Profit Streak", "Trades During Streak", "Trades Multiplier", "score" ], "data": [ [ 146241.610170331, 283411.6579501067, -137170.0477797757, -97021.82985831, 29039.2902346664, -126061.1200929764 ], [ 146.24161, 283.411658, -137.170048, -97.02183, 29.03929, -126.06112 ], [ 0.079135, 0.153361, -0.074226, -0.189963, 0.013797, 0 ], [ 72.503243, 72.503243, 72.503243, 72.503243, 72.503243, 72.503243 ], [ -221297, -58602, -265249, -88308, -16490, -79141 ], [ 1.224065, 2.866835, 0.726132, 0.511811, 2.069772, 0.265348 ], [ 62, 31, 31, 62, 31, 31 ], [ 34, 20, 14, 32, 18, 14 ], [ 28, 11, 17, 30, 13, 17 ], [ 54.83871, 64.516129, 45.16129, 51.612903, 58.064516, 45.16129 ], [ 1.008053, 1.576759, 0.881731, 0.479823, 1.494836, 0.322208 ], [ 82332, 82332, 60926, 33721, 28084, 33721 ], [ -176674, -58602, -176674, -86081, -16490, -86081 ], [ 50, 23, 76, 50, 23, 76 ], [ 64, 22, 124, 69, 24, 127 ], [ 33, 27, 37, 30, 23, 35 ], [ 3123, 739, 2384, 3123, 739, 2384 ], [ 223.251219, 223.251219, 493.751219, 223.251219, 223.251219, 493.751219 ], [ 2, 1, 2, 2, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -251347, 471709, -581739, -738094, -335489, -581739 ] ] }
{ "trading_pair": "EGLD_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3696, "evaluation_days": 1848, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1605528000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758909705341, "expiration_time": 1763505216000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 73, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 150, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
---|